I have narrowed a memory leak in PyMC down to the vectorize() function
in numpy. I have a simple inverse logit transformation function:
invlogit = lambda x: 1.0 / (1.0 + exp(-1.0 * x))
which runs without leaking when used iteratively during simulations.
However, when I try to vectorize it, the process' rsize grows each
iteration of the simulation.
Using a recent (<2 days old) svn build of numpy on OS X 10.4.
C.